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From Probability to Finance
- Lecture Notes of BICMR Summer School on Financial Mathematics
Engelsk
Bogcover for From Probability to Finance af , 9789811515781
Specifikationer
Sprog:
Engelsk
Sider:
248
ISBN-13:
9789811515781
Indbinding:
Paperback
ISBN-10:
9811515786
Udg. Dato:
21 mar 2021
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
21 mar 2021

From Probability to Finance

- Lecture Notes of BICMR Summer School on Financial Mathematics
Engelsk
Paperback 2021
Format:

Bog beskrivelse
This volume presents a collection of lecture notes of mini-courses taught at BICMR Summer School of Financial Mathematics, from May 29 to June 9, 2017. Each chapter is self-contained and corresponds to one mini-course which deals with a distinguished topic, such as branching processes, enlargement of filtrations, Hawkes processes, copula models and valuation adjustment analysis, whereas the global topics cover a wide range of advanced subjects in financial mathematics, from both theoretical and practical points of view. The authors include world-leading specialists in the domain and also young active researchers.

This book will be helpful for students and those who work on probability and financial mathematics.  
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Specifikationer
Sprog:
Engelsk
Sider:
248
ISBN-13:
9789811515781
Indbinding:
Paperback
ISBN-10:
9811515786
Udg. Dato:
21 mar 2021
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
21 mar 2021
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